+41.7%
IGV vs FICO
-24.3%
+66.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -5.2% | -0.9% | -4.2% | -5.0% |
| 30D | -10.0% | +3.3% | -13.3% | -11.3% |
| 3M | -0.5% | -31.7% | +31.2% | +6.2% |
| 6M | +12.6% | -34.0% | +46.6% | +19.3% |
| YTD | -6.4% | -58.3% | +51.9% | +11.3% |
| 1Y | -9.5% | -57.9% | +48.4% | +7.2% |
| 3Y | +41.7% | -24.1% | +65.8% | +25.7% |
| All | +41.7% | -24.3% | +66.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling